+75.0%
CDNS vs FICO
+84.1%
-9.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | -9.1% | -0.3% | -8.9% | -9.1% |
| 30D | -13.4% | +1.7% | -15.1% | -14.8% |
| 3M | -7.6% | -35.2% | +27.6% | +1.5% |
| 6M | -11.9% | -33.7% | +21.7% | -5.9% |
| YTD | -0.4% | -58.2% | +57.8% | +23.0% |
| 1Y | -4.9% | -56.6% | +51.6% | +15.4% |
| 3Y | +24.8% | -24.0% | +48.8% | +10.1% |
| 5Y | +75.0% | +86.1% | -11.1% | +0.4% |
| All | +75.0% | +84.1% | -9.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling